Companhia Habitasul (Brazil) Market Value
| HBTS5 Preferred Stock | BRL 29.00 0.60 2.03% |
| Symbol | Companhia |
Companhia Habitasul 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Companhia Habitasul's preferred stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Companhia Habitasul.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Companhia Habitasul on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Companhia Habitasul de or generate 0.0% return on investment in Companhia Habitasul over 720 days. Companhia Habitasul is related to or competes with Hotis Othon, Hrcules SA, Eucatex SA, and General Shopping. Companhia Habitasul de Participaes, together with its subsidiaries, develops real estate properties in Brazil More
Companhia Habitasul Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Companhia Habitasul's preferred stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Companhia Habitasul de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 20.67 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 5.18 |
Companhia Habitasul Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Companhia Habitasul's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Companhia Habitasul's standard deviation. In reality, there are many statistical measures that can use Companhia Habitasul historical prices to predict the future Companhia Habitasul's volatility.| Risk Adjusted Performance | (0.08) | |||
| Total Risk Alpha | (1.02) |
Companhia Habitasul Backtested Returns
Companhia Habitasul secures Sharpe Ratio (or Efficiency) of -0.11, which signifies that the company had a -0.11% return per unit of risk over the last 3 months. Companhia Habitasul de exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Companhia Habitasul's Coefficient Of Variation of (825.95), variance of 12.24, and Risk Adjusted Performance of (0.08) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0, which signifies not very significant fluctuations relative to the market. the returns on MARKET and Companhia Habitasul are completely uncorrelated. At this point, Companhia Habitasul has a negative expected return of -0.4%. Please make sure to confirm Companhia Habitasul's maximum drawdown, rate of daily change, period momentum indicator, as well as the relationship between the kurtosis and day typical price , to decide if Companhia Habitasul performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.64 |
Very good reverse predictability
Companhia Habitasul de has very good reverse predictability. Overlapping area represents the amount of predictability between Companhia Habitasul time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Companhia Habitasul price movement. The serial correlation of -0.64 indicates that roughly 64.0% of current Companhia Habitasul price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.64 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 20.78 |
Companhia Habitasul lagged returns against current returns
Autocorrelation, which is Companhia Habitasul preferred stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Companhia Habitasul's preferred stock expected returns. We can calculate the autocorrelation of Companhia Habitasul returns to help us make a trade decision. For example, suppose you find that Companhia Habitasul has exhibited high autocorrelation historically, and you observe that the preferred stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Companhia Habitasul regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Companhia Habitasul preferred stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Companhia Habitasul preferred stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Companhia Habitasul preferred stock over time.
Current vs Lagged Prices |
| Timeline |
Companhia Habitasul Lagged Returns
When evaluating Companhia Habitasul's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Companhia Habitasul preferred stock have on its future price. Companhia Habitasul autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Companhia Habitasul autocorrelation shows the relationship between Companhia Habitasul preferred stock current value and its past values and can show if there is a momentum factor associated with investing in Companhia Habitasul de.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Companhia Preferred Stock Analysis
When running Companhia Habitasul's price analysis, check to measure Companhia Habitasul's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Companhia Habitasul is operating at the current time. Most of Companhia Habitasul's value examination focuses on studying past and present price action to predict the probability of Companhia Habitasul's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Companhia Habitasul's price. Additionally, you may evaluate how the addition of Companhia Habitasul to your portfolios can decrease your overall portfolio volatility.